-50.2%
VFC vs EXR
+215.7%
-265.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.3% | -2.6% |
| 7D | -1.4% | -1.2% | -0.2% | -0.8% |
| 30D | +24.6% | +18.3% | +6.4% | +14.4% |
| 3M | +38.4% | +9.1% | +29.4% | +32.5% |
| 6M | +15.3% | +11.7% | +3.5% | +8.8% |
| YTD | +12.7% | +25.7% | -12.9% | 0.0% |
| 1Y | +32.7% | +24.9% | +7.8% | +18.2% |
| 3Y | +43.7% | +51.4% | -7.8% | +19.1% |
| 5Y | -69.2% | -1.9% | -67.2% | -70.2% |
| All | -50.2% | +215.7% | -265.9% | -69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EXR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling